/* utest_odds(): test accuracy of logf, expf on odds ratios,
* our main intended use.
*/
static void
utest_odds(ESL_GETOPTS *go, ESL_RANDOMNESS *r)
{
int N = esl_opt_GetInteger(go, "-N");
int verbose = esl_opt_GetBoolean(go, "-v");
int very_verbose = esl_opt_GetBoolean(go, "--vv");
int i;
float p1, p2, odds;
union {
__m128 v;
float x[4];
} r1;
union {
__m128 v;
float x[4];
} r2;
float scalar_r1, scalar_r2;
double err1, maxerr1 = 0.0, avgerr1 = 0.0; /* errors on logf() */
double err2, maxerr2 = 0.0, avgerr2 = 0.0; /* errors on expf() */
for (i = 0; i < N; i++)
{
p1 = esl_rnd_UniformPositive(r);
p2 = esl_rnd_UniformPositive(r);
odds = p1 / p2;
if (odds == 0.0) esl_fatal("whoa, odds ratio can't be 0!\n");
r1.v = esl_sse_logf(_mm_set1_ps(odds)); /* r1.x[z] = log(p1/p2) */
scalar_r1 = log(odds);
err1 = (r1.x[0] == 0. && scalar_r1 == 0.) ? 0.0 : 2 * fabs(r1.x[0] - scalar_r1) / fabs(r1.x[0] + scalar_r1);
if (err1 > maxerr1) maxerr1 = err1;
avgerr1 += err1 / (float) N;
if (isnan(avgerr1)) esl_fatal("whoa, what?\n");
r2.v = esl_sse_expf(r1.v); /* and back to odds */
scalar_r2 = exp(r1.x[0]);
err2 = (r2.x[0] == 0. && scalar_r2 == 0.) ? 0.0 : 2 * fabs(r2.x[0] - scalar_r2) / fabs(r2.x[0] + scalar_r2);
if (err2 > maxerr2) maxerr2 = err2;
avgerr2 += err2 / (float) N;
if (very_verbose)
printf("%13.7g %13.7g %13.7g %13.7g %13.7g %13.7g %13.7g\n", odds, scalar_r1, r1.x[0], scalar_r2, r2.x[0], err1, err2);
}
if (verbose) {
printf("Average [max] logf() relative error in %d odds trials: %13.8g [%13.8g]\n", N, avgerr1, maxerr1);
printf("Average [max] expf() relative error in %d odds trials: %13.8g [%13.8g]\n", N, avgerr2, maxerr2);
printf("(random seed : %" PRIu32 ")\n", esl_randomness_GetSeed(r));
}
if (avgerr1 > 1e-8) esl_fatal("average error on logf() is intolerable\n");
if (maxerr1 > 1e-6) esl_fatal("maximum error on logf() is intolerable\n");
if (avgerr2 > 1e-8) esl_fatal("average error on expf() is intolerable\n");
if (maxerr2 > 1e-6) esl_fatal("maximum error on expf() is intolerable\n");
}
/* Function: esl_gev_Sample()
*
* Purpose: Sample a GEV-distributed random variate,
* by the transformation method.
*/
double
esl_gev_Sample(ESL_RANDOMNESS *r, double mu, double lambda, double alpha)
{
double p;
p = esl_rnd_UniformPositive(r);
return esl_gev_invcdf(p, mu, lambda, alpha);
}
/* Function: esl_wei_Sample()
*
* Purpose: Sample a Weibull random variate,
* by the transformation method.
*/
double
esl_wei_Sample(ESL_RANDOMNESS *r, double mu, double lambda, double tau)
{
double p;
p = esl_rnd_UniformPositive(r);
return esl_wei_invcdf(p, mu, lambda, tau);
}
/* Function: esl_exp_Sample()
* Incept: SRE, Wed Aug 10 10:46:51 2005 [St. Louis]
*
* Purpose: Sample an exponential random variate
* by the transformation method, given offset <mu>
* and decay parameter <lambda>.
*/
double
esl_exp_Sample(ESL_RANDOMNESS *r, double mu, double lambda)
{
double p, x;
p = esl_rnd_UniformPositive(r);
x = mu - 1./lambda * log(p); /* really log(1-p), but if p uniform on 0..1
* then so is 1-p.
*/
return x;
}
static double
gamma_integer(ESL_RANDOMNESS *r, unsigned int a) /* for small integer a, a < 12 */
{
int i;
double U,X;
U = 1.;
for (i = 0; i < a; i++)
U *= esl_rnd_UniformPositive(r);
X = -log(U);
return X;
}
static double
gamma_fraction(ESL_RANDOMNESS *r, double a) /* for fractional a, 0 < a < 1 */
{ /* Knuth 3.4.1, exercise 16, pp. 586-587 */
double p, U, V, X, q;
p = eslCONST_E / (a + eslCONST_E);
do {
U = esl_random(r);
V = esl_rnd_UniformPositive(r);
if (U < p) {
X = pow(V, 1./a);
q = exp(-X);
} else {
X = 1. - log(V);
q = pow(X, a-1.);
}
U = esl_random(r);
} while (U >= q);
return X;
}
